Certeza History
1991
Mathematics Competitions
From an early age Mr. Nelson was fascinated with and drawn to mathematics and often competed in national competitions.
1991
1998
Options Trading
Mr. Nelson's affinity towards complex math lead to an exploration of quantitative finance and derivatives markets. He soon began devising complex derivative strategies focused on Vega.
2002
Volatility Group
Mr. Nelson's focus on Vega eventually led him to participate in a private forum of proprietary traders and academics from across the United States. The group's focus was volatility forecasting and arbitrage.
2002
2004
CBOE launches VIX Futures
Mr. Nelson becomes one of the first to trade VIX futures.
2006
CBOE Launches VIX Options
Market depth in VIX derivatives increases exponentially and volatility term structure is established making term structure arbitrage possible.
2006
2011
Certeza Asset Management Launched
After spending years refining his volatility algorithims, Mr. Nelson launches Certeza Asset Management.
2012
Managed Accounts Start Trading
Mr. Nelson begins trading managed accounts for investors.
2012
2020
Certeza Fund Advisors LLC Launched
Certeza Fund Advisors LLC is launched.
Why VIX?
Non-Trending
VIX stays within predictable ranges over time and does not trend to ever higher levels due to inflation and productivity. This makes it an ideal mathematical instrument.
Extreme Mean Reversion
Single Tail
Structurally Inefficient
High Convexity
Liquid
Why Certeza?
Experience
We have been modelling and trading VIX index futures since 2004 when they first launched and have a track record dating back to 2012.
Singular Focus
Ability to Identify Perceived Mispricings
Non-Correlated
Quantitative Process
Ongoing Research
Our Team
Brett Nelson, CFAFounder & CIO
Jim Macfarlane, CFACEO
Brett JensenCFO / Controller
Patrick SharpCTO